-3.7%
XLC vs FAST
+37.0%
-40.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +3.5% | +4.3% | -0.8% | +3.0% |
| 30D | -2.6% | +8.3% | -10.9% | -3.4% |
| 3M | -2.1% | +6.5% | -8.6% | -2.8% |
| 6M | -5.5% | +29.5% | -35.0% | -8.6% |
| YTD | -6.9% | +41.3% | -48.2% | -12.0% |
| 1Y | -3.7% | +37.4% | -41.1% | -8.4% |
| All | -3.7% | +37.0% | -40.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling